Multi-period portfolio optimization with linear control policies (Q1004108): Difference between revisions
From MaRDI portal
Changed an Item |
Changed an Item |
||
| Property / describes a project that uses | |||
| Property / describes a project that uses: YALMIP / rank | |||
Normal rank | |||
Revision as of 01:37, 28 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Multi-period portfolio optimization with linear control policies |
scientific article |
Statements
Multi-period portfolio optimization with linear control policies (English)
0 references
2 March 2009
0 references
risk management
0 references
finance
0 references
dynamic portfolio allocation
0 references
multi-stage decisions
0 references
convex optimization
0 references
